Commodity price dynamics a structural approach

"Commodities have become and important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits d...

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Bibliographische Detailangaben
1. Verfasser: Pirrong, Stephen Craig (VerfasserIn)
Weitere Verfasser: Pirrong, Craig (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: Cambridge u.a. Cambridge Univ. Press 2012
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Beschreibung
Zusammenfassung:"Commodities have become and important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commoditites and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders, and policy makers who want to better understand often puzzling--and extreme--movements in the prices of commoditites from aluminum to oil to soybeans to zinc"--Provided by publisher
Beschreibung:Includes bibliographical references and index. - Hier auch später erschienene, unveränderte Nachdrucke
Beschreibung:XIII, 224 S
graph. Darst
24 cm
ISBN:0521195896
0-521-19589-6
9780521195898
978-0-521-19589-8